Job Description: As the Liquidity Manager, you’ll be primarily responsible for the efficient management of liquidity resources within the Bank. You’ll ensure the Bank always complies with internal risk appetite and external regulation whilst minimising cost and ensuring that there is a high level of technical rigour to supporting analysis. Job Responsibilities: Assess the impact of new products & projects, from an FTP perspective, effectively collaborating with multiple stakeholders across the organisation to deliver funding rates applicable to new products. Manage all liquidity modelling, forecasting and management information and drive the continuous improvement of all liquidity related processes. Supervise the production of FTP outputs for monthly review including reporting, journal production, margin analysis and supporting commentary. Design and build key FTP components, including COF curve and liquidity costs. Responsible the monthly Funds Transfer Pricing (FTP) process, FTP forecasting and monthly MI Produce, collate, and develop management information for ALCo/Interlock Collaboration with key stakeholders to ensure all models/frameworks satisfy regulatory requirements, best industry practices and Bank’s internal requirements. Co-ordinate interlock meetings, to ensure that the spot and forecasted liquidity risk are fully understood and can be managed effectively. Develop and fine tune monthly process to calculate FTP charge applicable to all business units that are subject to FTP framework. Manage and develop a Liquidity Analysis. Monitor market and regulatory developments; develop and implement plans to respond to changes. Help the delivery of the Bank’s ILAAP, Funding Plan and the liquidity aspects of RRP. Drive high quality technical analysis and continuous improvement of these key regulatory documents. Monitor liquidity daily. Identify and deliver plans to address any forecast shortfalls or surpluses, thereby ensuring that regulatory limits are always complied with and that liquidity costs are minimised within the limitations of risk appetite. Job Requirements: Well organized and able to prioritize workload in line with tight deadlines and work effectively Practical treasury modelling and reporting experience Excellent team player with ability to collaborate closely with all parts of the bank to deliver results Degree qualified in a quantitative discipline such as Mathematics or Finance or equivalent professional qualification Knowledge of Treasury markets, derivatives, and economics Knowledge of the regulatory environment related to liquidity management gained through significant experience of liquidity management at a UK or EU Bank Excellent verbal and written communication, presentation. Knowledge of broader Asset and Liability Management principles and techniques In depth knowledge of Quantitative Risk Management (QRM) Excellent data analysis and interpretation skills Robust awareness of the control environment requirements within financial services Job Details: Company: Argos Vacancy Type: Full Time Job Location: London, England, UK Application Deadline: N/A Apply Here getyourvacancy.com
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